Conditional Distributions of the Times of One-Sided Sequential Approximations

DOI10.1137/S0040585X9797972XMaRDI QIDQ4442919zbMATH OpenOpenAlexFDO

Authors A. Stepanov

Publication date 21 January 2004

Published in Theory of Probability and Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x9797972x

zbMATH Keywords

limit theoremsmoments and sizes of one-sided sequential approximationsrecord moments and record values

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Extreme value theory; extremal stochastic processes (60G70)

Recommendations

• Limit behavior of the times of one-sided successive approximations
• scientific article; zbMATH DE number 3901825
• scientific article; zbMATH DE number 205820
• scientific article; zbMATH DE number 1031901
• The distributions of interrecord fillings

Cited in

(4)

• scientific article; zbMATH DE number 1850758 (Why is no real title available?)
• Estimating conditional occupation‐time distributions for dependent sequences
• Limit behavior of the times of one-sided successive approximations
• On the moment-transfer approach for random variables satisfying a one-sided distributional recurrence

This page was built for publication: Conditional Distributions of the Times of One-Sided Sequential Approximations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4442919)